Module 1 of ISAT251

Ejercicio con el fin de demostrar las propiedades de los estimadores para un parámetro poblacional

Data source: Badan Pusat Statistik, 2024

The hmix algorithm models time-dependent sequences by identifying hidden states using a Hidden Markov Model (HMM) and clustering techniques like k-means. It forecasts future sequences by fitting multiple distributions and evaluating their accuracy through backtesting with CRPS.